Jan

Row

January Return

preserve8444b268293f33df

January Year to Date Return

preserve41adc68d90973110

Net Asset Value

preserve2cfb50e97045f3c7

Row

preserve5dea4fc74fb1a66e

preserve41fdd2128b7aab63

Feb

Row

February Return

preserve782d740b49de1934

February Year to Date Return

preservefcc07ea9ed731bc0

February Net Asset Value

preserve30e3e108188d7264

Row

preserveea3a1a14280387c8

preserve2df40364954d0712

Mar

Row

March Return

preservec560d97c29b1605c

March Year to Date Return

preservef2d56f4c529decba

March Net Asset Value

preserve27982e36bb5dd479

Row

preservea58dfaca7ec6b83a

preserve832294bae77e18c5

April

Row

April Return

preservee41002527d82eccd

April Year to Date Return

preserve52e87cc9575f3772

April Net Asset Value

preservef07839ea77bf73ac

Row

preserveb6c61e7a2cadd52e

preserve1ffdd95ca9c0984a

May

Row

May Return

preserve090d146f92144b5c

May Year to Date Return

preservec3b45df00a5c726f

May Net Asset Value

preserve4918bbd7aa32afe0

Row

preserve55070d7021757ba6

preserve82d48a88dff4acb4

June

Row

June Return

preservedbdc93611ec3151e

June Year to Date Return

preserve21272713f0b09348

June Net Asset Value

preserve0d2993bd384eb83b

Row

preservecc02deda37bb8022

preserveacc636d781792af6

July

Row

July Return

preserve13ba2eff36d3a73e

July Year to Date Return

preserve3708df8c597e0524

July Net Asset Value

preserve33d03082b2d31233

Row

preserve4edc5af6e6c70c29

preservea2ed6355f37525ee

August

Row

August Return

preserve957bb15d6b55570b

August Year to Date Return

preserveddd1fe2bebc8c50c

August Net Asset Value

preserve916f9a2eb63c52db

Row

preserve80185353c44b9e69

preserve4605ac6ef5368811

September

Row

September Return

preservea414ade61cb331a8

September Year to Date Return

preserve58eb4023f2932fbe

September Net Asset Value

preserve61e1003c225e1664

Row

preserve4d3a5bef23f6db3e

preserve533bae772f5fe6b5

October

Row

October Return

preservedc70b01b2355e329

October Year to Date Return

preserve39d2c9d40317b2b3

October Net Asset Value

preserve7567b07827e7d1d3

Row

preservea7adf07b1265d673

preservecafbaec34c45f744

Year to Date

Row

Last Month Return

preserveba63058da24110d6

Year to Date Return

preserve76b0d8d3451c9bfe

Net Asset Value

preserve4977af74188cfec5

Row

preserve2f11d0284620f779

preservedb7873f82bdacc45

History

Row

Last Month Return

preserve2949eaabc9da2411

Year to Date Return

preserve550fe01aab4ef6c3

Net Asset Value

preserve288e52da2f974f71

Row

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2019 -2.70 1.38 -1.86 2.94 -0.37 0.98 -1.37 1.69 -3.88 -0.96 0.54 -0.62 -4.35
2020 6.15 1.98 7.02 -0.44 -3.32 1.02 -0.54 -0.83 -4.36 -0.97 NA NA 5.24

preserve6a692207dc790b28

Risk Statistics

Row

Sharpe

preserve69c05b8a708a2169

Sortino

preservec845e021d9e081ce

Omega

preserveb2fada2f7d4af59a

Skewness

preserve8f469c93fc0690cd

Kurtosis

preserve5ed500150e734575

Row

Time Window Analysis

Statistic 1 Month 3 Month 6 Month 1 Year 2 Year
Best 7.02 15.85 15.23 14.45 NA
Worst -4.40 -6.11 -8.79 -4.37 NA
Average 0.07 0.76 2.48 6.29 NA
Median -0.49 -0.57 1.94 5.68 NA
Last -0.97 -6.11 -8.79 5.10 NA
Winning (%) 40.91 45.00 64.71 90.91 NA
Avg. Pos. Period 2.63 5.45 6.45 7.36 NA
Avg. Neg. Period -1.71 -3.08 -4.82 -4.37 NA
# Of Periods 22.00 20.00 17.00 11.00 NA

Risk Statistics

Statistic Value
Annualized Std.Deviation 9.81
Maximum Drawdown 9.20
Month to Recover 8.00
Worst Month -4.40
Losing Months (%) 59.09
Average Losing Month -1.71
Loss Deviation 1.40
Correlation vs MSCI World TR -0.53
Correlation vs Bloomberg Agri -0.46

Return Statistics

Statistic Value
Last Month -0.97
Year To Date 5.20
3 Month ROR -6.11
12 Month ROR 5.10
36 Month ROR NA
Total Return 0.60
Compound ROR 0.33
Best Month 7.02
Winning Months (%) 40.91

Row

Drawdown Report

Number Depth (%) Length (Months) Recovery (Months) Start End
1 -9.20 8 NA 2020-04-30 NA
2 -4.89 5 1 2019-09-30 2020-01-31
3 -3.19 6 3 2019-01-31 2019-06-30
4 -1.37 2 1 2019-07-30 2019-08-30

preservec607bb18bb852fad

Monte Carlo Risk

Row

Best Draw

preserve327c37fef7864613

Worst Draw

preserveb8f660b761f4adaf

Average Draw

preserve6b064bff4fcf282f

Row

preservef51929416c9d504b